Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
19,452 documents
The article outlines market, liquidity, credit, operational, and systemic risks in cryptocurrency trading, then presents four basic controls: position sizing, risk/reward assessment, stop-loss and take-profit orders, and diversification across tokens. It…
The article surveys market-timing signals based on moving averages, Bollinger Bands, volume, order-book depth, and price-cycle highs and lows. Its main proposal combines highs and lows from a longer horizon with those from a shorter horizon to classify…
The guide distinguishes OctoBot’s historical portfolio profitability from its historical profit and loss (P&L). Portfolio profitability values configured tradable assets in a selected reference market, then compares the total value of current holdings with…
This guide explains how decentralized finance yield farming works: users supply crypto assets to liquidity pools, lending markets, or other smart contract applications in exchange for trading fees, interest, or token rewards. It distinguishes liquidity…
This overview surveys ways institutions can seek yield in decentralized finance, including lending, liquidity provision, staking, and yield farming. It outlines the main exposures associated with each: smart-contract and liquidation risks in lending,…
This annotated educational strategy describes hedging cryptocurrency spot exposure across multiple exchanges. It aims to exploit price differences by buying on the venue with the lower effective price and selling on the venue with the higher effective price,…
The document outlines how decentralized finance uses blockchain networks and smart contracts to provide services such as trading, lending, and borrowing. It describes potential advantages over traditional finance, including broader geographic access, direct…
This survey reports on U.S. crypto holders’ intentions, confidence, preferences, and portfolio changes. It says 88% planned to continue investing over the next 12 months, compared with 73% in the prior-year survey, and 70% reported greater confidence.…
This screener searches symbols or selected asset categories for instruments whose current prices have fallen below recent closing-price peaks. Users can set a lookback period, with a 90-day default, and a drawdown threshold. The intended use is to surface…
This article introduces an automated arbitrage approach that compares prices on Balancer, an Ethereum automated market maker, with prices on centralized order-book exchanges. It describes a bot that monitors for differences and can buy on one venue while…
The article describes an EU consultation on possible changes to MiCA, covering crypto assets, token issuers, crypto service providers, and areas left outside the first framework. It explains how stablecoin classification could shift regulatory attention…
This tutorial extends a basic grid strategy to several cryptocurrency spot pairs and focuses on the engineering decisions needed to run it. It covers retrieving aggregated quotes and account balances, tracking assets and performance by pair, and assigning…
This ProRealTime indicator compares current volume with its moving average to highlight unusually large or small activity. It divides volume by a configurable average, with a default lookback of 60 bars, then caps the displayed ratio at an upper limit.…
This tutorial outlines a mean-reversion approach to calendar spreads in ETC futures. It defines the spread as the weekly contract price minus the quarterly contract price, samples it on a five-minute cycle, and pairs the contracts in a one-to-one ratio. The…
This brief market recap describes conditions in Bitcoin and Ether derivatives as of February 8, 2023. It tracks realized volatility, futures or options term structure, skew, and observed option flows. The reported picture is declining realized volatility, a…
The document introduces decentralized finance as blockchain based software that can perform functions commonly handled by financial institutions. It describes smart contracts supporting lending, trading, liquidity pools, risk management, derivatives,…
The episode explains how Ethereum’s move to proof of stake helped create demand for liquid staking. Users stake ETH and receive liquid staking tokens that can be used in decentralized finance, lowering the technical and asset threshold for participating in…
This example shows how to combine a spot BTCUSDT mid-price series with US dollar margined futures order book data in an hftbacktest simulation. It parses spot book ticker messages into local timestamps and mid prices, then, at each backtest timestamp,…
This description explains a limit-order market-making strategy based on the Avellaneda–Stoikov framework. It sets a reservation price and optimal bid-ask spread using estimated volatility, order-book liquidity, inventory relative to a target allocation, the…
This guide catalogs implementation mistakes that can distort trading decisions or break a Lumibot strategy. It explains why backtests should use simulated time and completed candles, why persistent assets belong in strategy variables, and how to handle…
This market recap reviews BTC and ETH options after a sharp spot recovery. It discusses realized and implied volatility, term structures, volatility carry, call and put skew, relative value between the assets, option flows, and dealer gamma. The commentary…
This weekly snapshot reviews digital-asset activity from February 6 to 13, 2024. It compares centralized exchange volume in major Bitcoin quote pairs, decentralized exchange volumes, lending deposits and withdrawals, token-level depositor activity, and…
This article explains a contrarian rebalancing strategy that keeps a Bitcoin position and cash at roughly equal market values. It begins with the broader stock-and-bond allocation idea, then applies it to a BTC account. When the asset values diverge beyond a…
The document outlines a framework for estimating implied volatility and theoretical option values for altcoins without actively traded options. An Altcoin SVI endpoint bootstraps volatility curves and recalibrates them every 24 hours for 7-day and 30-day…